Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51536.87 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48337.81 Kr¶

PnL: ---------------------------------------> -749.76 Kr¶

DD now: ---------------------------------> -0.785 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:03:23.923172'

Anic Portfolio¶

Today¶

Return: -0.697 %¶

This Week¶

Return: 8.436 %¶

Total¶

Return: 68.718 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.640000 769.200000 96.200000 14.290000 673.000000
Nordea Bank Abp 29 -0.070000 3532.780000 78.780000 2.280000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
HEBA B 70 -1.670000 2677.500000 41.500000 1.570000 2636.000010
SAAB B 8 -0.330000 3416.000000 39.000000 1.150000 3377.000000
Swedbank A 3 1.650000 600.750000 36.750000 6.520000 564.000000
Resurs Holding 22 -0.110000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 -0.570000 591.120000 34.120000 6.130000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.700000 380.400000 25.400000 7.150000 355.000000
Intrum 4 0.070000 539.800000 12.800000 2.430000 527.000000
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.170000 542.700000 6.700000 1.250000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Securitas B 6 -1.530000 570.240000 0.240000 0.040000 570.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Coor Service Management Hold. 8 0.000000 531.200000 -0.800000 -0.150000 532.000000
Corem Property Group B 59 -2.280000 568.170000 -8.830000 -1.530000 576.999999
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -0.290000 1640.400000 -13.600000 -0.820000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.760000 545.800000 -28.200000 -4.910000 574.000000
CTEK 13 -2.080000 495.950000 -38.050000 -7.130000 533.999999
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -2.600000 552.950000 -60.050000 -9.800000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.860000 1766.600000 -222.400000 -11.180000 1989.000002
Axfood 15 0.110000 4050.000000 -250.000000 -5.810000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48337.810000 -749.760000 -0.78451% 49087.564636

Updated:¶

'2023-01-31 16:03:37.415372'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶